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10-077/4 - Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning


  • Authors
    Norbert Christopeit, University of Bonn; Michael Massmann, VU University Amsterdam
  • Publication date
    August 23, 2010
  • Keywords
    Adaptive learning, forecast feedback, stochastic approximation, linear regression with stochastic regressors, consistency
  • JEL
    C13, C22, D83, D84